Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑tuned mix of S&P 500/tech, commodities, and long‑Treasury trades. It rides uptrends, buys sharp dips, and adds hedges (volatility, dollar, inverse ETFs) when risk spikes. Uses many 3x ETFs and bond signals; expect big swings.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
8 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 2.9% (PDBC 6% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-11 ()
62.4% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
25 of 48 funds in its are : CURE, DUST, ERX, EUO, MVV, PSQ, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVXY, YCS
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Macro signals label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Daily it runs three sleeves. 1) Stocks/commodities: If commodities (DBC) trend up it holds PDBC/COMT/FTGC (broad commodities, no K‑1). If they or stocks look too “hot,” it hedges. 2) Bonds: TLT (20‑yr Treasuries) decides if rates are falling or rising; it then uses TMF (3x long), TMV (3x short), USD or gold. 3) High‑beta trades: In bull trends it rides TECL/TQQQ/SOXL (3x tech/semis); in panics or blow‑offs it flips to hedges like UVXY or SQQQ. RSI is a 0–100 “heat” gauge.
Aggressive, daily‑tuned mix of S&P 500/tech, commodities, and long‑Treasury trades. It rides uptrends, buys sharp dips, and adds hedges (volatility, dollar, inverse ETFs) when risk spikes. Uses many 3x ETFs and bond signals; expect big swings.
Out-of-sample, this strategy posts ~27.8% annualized return vs SPY ~20.7%, with Calmar ~1.37 and Sharpe ~1.10. Diversified sleeves (commodities, bonds, leveraged tech) plus adaptive hedging aim for bigger upside with controlled risk vs the S&P 500.
Jefe: Removed all k1 except UVXY. Changed HIBL signal to extend backtest to 10/3/16. Took out all weather portfolio. Used BB 3.0.4a
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.3M | 2026-10-11 | |
| Backtest regulatory fees | $50k | 2026-10-11 | |
| Backtest slippage cost | $424k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalancing, leveraged etfs, tactical multi-asset, treasuries, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 945 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "BTAL", "COMT", "CURE", "DBC", "DUST", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FTGC", "GLD", "IEF", "MVV", "OILK", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "USDU", "UUP", "UVXY", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,516 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 108.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 153k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 159.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.23% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
